+34,755.7%
WSM vs RVTY
+2,416.7%
+32,339.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -3.3% | +1.1% | -4.4% | -3.6% |
| 30D | -8.4% | +13.2% | -21.6% | -12.3% |
| 3M | +9.7% | +27.2% | -17.6% | +0.5% |
| 6M | +16.7% | +32.4% | -15.7% | +5.2% |
| YTD | +28.7% | +34.9% | -6.2% | +15.0% |
| 1Y | +13.7% | +52.4% | -38.7% | -2.9% |
| 3Y | +230.1% | +12.3% | +217.8% | +207.6% |
| 5Y | +179.0% | -30.8% | +209.8% | +201.7% |
| 10Y | +1,002.5% | +150.7% | +851.8% | +687.1% |
| All | +34,755.7% | +2,416.7% | +32,339.0% | +10,957.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling